Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-02 0.420830 0.465821 0.515398 0.574412 0.643176 0.721303 0.817544
2025-02-09 0.361417 0.417289 0.482647 0.565713 0.669883 0.798155 0.971222
2025-02-16 0.324497 0.386999 0.463604 0.566239 0.703089 0.883789 1.148614
2025-02-23 0.288599 0.352653 0.433990 0.547537 0.706556 0.929022 1.279150
2025-03-02 0.258283 0.321741 0.404634 0.524297 0.698892 0.955562 1.385932
2025-03-09 0.242476 0.307984 0.396062 0.527714 0.728337 1.039630 1.600240
2025-03-16 0.233767 0.302691 0.398072 0.545775 0.781264 1.168372 1.923133
2025-03-23 0.223430 0.294041 0.394183 0.554082 0.819414 1.279080 2.245214
2025-03-30 0.212883 0.284115 0.387315 0.556614 0.847831 1.377374 2.573398
2025-04-06 0.202076 0.272928 0.377470 0.553043 0.864793 1.457014 2.887730
2025-04-13 0.187724 0.255522 0.356761 0.529449 0.842670 1.455720 3.008492
2025-04-20 0.180972 0.249081 0.352546 0.533045 0.870821 1.562115 3.445496
2025-04-27 0.174735 0.243287 0.349308 0.538723 0.905286 1.693256 4.026790
2025-05-04 0.166961 0.234612 0.340756 0.534083 0.918705 1.780395 4.525634
2025-05-11 0.161228 0.228782 0.336413 0.536572 0.947011 1.910043 5.250225
2025-05-18 0.152555 0.217781 0.322695 0.520348 0.933461 1.932009 5.597099
2025-05-25 0.143705 0.206073 0.307106 0.499322 0.906950 1.915082 5.784781
2025-06-01 0.139747 0.202100 0.304476 0.502908 0.935622 2.054777 6.757198
2025-06-08 0.138277 0.202088 0.308630 0.520044 0.997855 2.308536 8.551847
2025-06-15 0.135424 0.199603 0.308227 0.527964 1.039599 2.515520 10.394387
2025-06-22 0.131935 0.195863 0.305317 0.530422 1.068314 2.691106 12.334059
2025-06-29 0.127851 0.190912 0.299907 0.527134 1.081940 2.820744 14.191777
2025-07-06 0.121423 0.181682 0.286179 0.505071 1.043614 2.754614 14.347177